%0 Journal Article %A ZHANG Qingli %A TAN Tao %A WU Lijun %T Outstanding Claims Reserving under Balanced Loss Function %D 2020 %R 10.3969/j.issn.1001-4268.2020.05.006 %J CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS %P 509-522 %V 36 %N 5 %X

In the reserve model of B-F, in order to make the estimated reserve of the accident year mean independent of the specific form of prior distribution, the credibility method is adopted. On the basis of \ncite{10} model, considering the relationship between the amount of claims in different years of progress in the same accident year, the optimal non-homogeneous and homogeneous credibility estimates of the accident year means are obtained under the balanced loss function. When \omega=0, the result is consistent with that of the original model, and the original model is generalized.

%U http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2020.05.006